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Mathematical Problems in Engineering
Volume 2015 (2015), Article ID 286014, 9 pages
http://dx.doi.org/10.1155/2015/286014
Research Article

Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement

1School of Economics and Business Administration, Chongqing University, Chongqing 400030, China
2School of Mathematics and Statistics, Chongqing University, Chongqing 400030, China

Received 23 March 2015; Accepted 11 May 2015

Academic Editor: Ruihua Liu

Copyright © 2015 Qi-an Chen et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

Qi-an Chen, Dan Wang, and Mingyong Pan, “Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement,” Mathematical Problems in Engineering, vol. 2015, Article ID 286014, 9 pages, 2015. doi:10.1155/2015/286014